Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2003.05.19 10:00 - 2021.04.28 10:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 448436 | Ticks modelled | 360750197 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 663.29 | Gross profit | 2013.93 | Gross loss | -1350.64 |
Profit factor | 1.49 | Expected payoff | 0.13 | | |
Absolute drawdown | 2.18 | Maximal drawdown | 61.04 (0.59%) | Relative drawdown | 0.59% (61.04) |
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Total trades | 4981 | Short positions (won %) | 2645 (75.88%) | Long positions (won %) | 2336 (73.76%) |
| Profit trades (% of total) | 3730 (74.88%) | Loss trades (% of total) | 1251 (25.12%) |
Largest | profit trade | 5.78 | loss trade | -8.88 |
Average | profit trade | 0.54 | loss trade | -1.08 |
Maximum | consecutive wins (profit in money) | 34 (16.53) | consecutive losses (loss in money) | 5 (-19.23) |
Maximal | consecutive profit (count of wins) | 21.82 (13) | consecutive loss (count of losses) | -19.23 (5) |
Average | consecutive wins | 4 | consecutive losses | 1 |